Franklin FTSE Europe ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.17% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1467 | 9.25 | |
| 0.1079 | 14.97 | |
| 0.9509 | 145.08 | |
| 6.7486 | 3.70 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
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